United Kingdom
Over 2022 to 2025 (4 years of data), TWGBGBX has tended to move short between 07.10 and 13.10, closing higher in 100.0% of those years for an average +4.79% move and an annualized Sharpe of 19.43.
Best window
07.10 - 13.10
Direction
Short
Win rate
100.0%
Avg return
+4.79%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.10 → 13.10 | Short | 100.0% | +4.79% | 19.43 | 4 |
| 07.10 → 20.10 | Short | 100.0% | +4.66% | 7.84 | 4 |
| 07.10 → 21.10 | Short | 100.0% |
| +4.60% |
| 7.54 |
| 4 |
| 05.10 → 13.10 | Short | 100.0% | +4.54% | 12.00 | 4 |
| 07.10 → 19.10 | Short | 100.0% | +4.54% | 10.60 | 4 |
| 06.10 → 13.10 | Short | 100.0% | +4.47% | 16.01 | 4 |
| 05.10 → 20.10 | Short | 100.0% | +4.45% | 11.98 | 4 |
| 05.10 → 21.10 | Short | 100.0% | +4.38% | 9.66 | 4 |